In a lengthy and strongly-worded statement, Harry's Communications Secretary Jason Knauf outlined the difficulties Markle had experienced since news of their relationship broke.
"The past week has seen a line crossed. His girlfriend, Meghan Markle, has been subject to a wave of abuse and harassment. Prince Harry is worried about Ms Markle's safety and is deeply disappointed that he has not been able to protect her," Knauf said.
Harry has objected to "outright racism and sexism" on social media against the actress.
Markle, 35, is best known for her role in popular US legal television drama "Suits".
32-year-old Harry, a grandson of Queen Elizabeth II, is fifth-in-line to the throne behind his father Prince Charles, brother Prince William, and William's children Prince George and Princess Charlotte.